Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51699.62 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48500.56 Kr¶

PnL: ---------------------------------------> -587.01 Kr¶

DD now: ---------------------------------> -0.471 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:41:20.234993'

Anic Portfolio¶

This Week¶

Return: 8.793 %¶

Total¶

Return: 69.273 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.200000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 -0.100000 3531.620000 77.620000 2.250000 3453.999992
SAAB B 8 0.610000 3448.000000 71.000000 2.100000 3377.000000
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
Swedbank A 3 2.640000 606.600000 42.600000 7.550000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.070000 609.400000 35.400000 6.170000 573.999998
AcadeMedia 12 -0.730000 590.160000 33.160000 5.950000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.840000 379.900000 24.900000 7.010000 355.000000
OEM International B 7 0.130000 549.500000 21.500000 4.070000 527.999997
Intrum 4 0.220000 540.600000 13.600000 2.580000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.170000 544.500000 8.500000 1.590000 536.000004
Midsona B 63 -1.060000 589.050000 6.050000 1.040000 582.999984
Securitas B 6 -0.600000 575.640000 5.640000 0.990000 570.000000
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.000000 0.000000 0.000000 246.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Corem Property Group B 59 -1.070000 575.250000 -1.750000 -0.300000 576.999999
Boozt 12 0.220000 1648.800000 -5.200000 -0.310000 1653.999996
Essity B 2 -0.110000 549.400000 -24.600000 -4.290000 574.000000
CTEK 13 -1.620000 498.290000 -35.710000 -6.690000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Sampo Oyj SDB 7 -0.550000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.060000 1783.100000 -205.900000 -10.350000 1989.000002
Axfood 15 0.560000 4068.000000 -232.000000 -5.400000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48507.260000 -580.310000 -0.4583% 49087.564636

Updated:¶

'2023-01-31 09:40:41.859362'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶